+14,546.7%
NVDA vs BTG
+159.3%
+14,387.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -5.1% | -3.8% | -1.4% | -4.7% |
| 30D | -2.5% | +3.6% | -6.1% | -2.9% |
| 3M | +6.7% | +32.0% | -25.3% | +3.1% |
| 6M | +17.6% | +3.4% | +14.2% | +16.2% |
| YTD | +17.3% | +20.8% | -3.5% | +13.6% |
| 1Y | +23.5% | +22.4% | +1.1% | +18.9% |
| 3Y | +384.6% | +91.7% | +292.9% | +338.0% |
| 5Y | +875.4% | +79.0% | +796.4% | +780.4% |
| All | +14,546.7% | +159.3% | +14,387.4% | +14,650.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling